Anybody out there who requests Shakespeare's play "The Merchant of Venice"
to be renamed "The Merchant of Venézia"?

Let's see it the other way round: If a country, city or place gets its own
name or spelling in other languages, this is because the speakers of that
language consider the country/city/place as important enough to integrate it
in their own language. This is a honor which the vast majority of smaller
and less important places never will get.

(With a few exceptions of course, where the name in the other languages
reflects discrimination or is caused by biased politics. In my opinion, only
such reasons justify a request to rename places in foreign languages.)